+54,688.5%
ORLY vs CLF
+463.1%
+54,225.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.4% |
| 7D | -0.7% | +7.6% | -8.3% | -1.5% |
| 30D | -5.9% | -1.2% | -4.8% | -5.9% |
| 3M | -0.6% | -13.4% | +12.8% | +0.2% |
| 6M | -6.8% | +15.4% | -22.2% | -9.2% |
| YTD | -3.6% | -5.9% | +2.2% | -4.7% |
| 1Y | -16.3% | +18.8% | -35.1% | -20.1% |
| 3Y | +39.1% | -19.4% | +58.6% | +33.6% |
| 5Y | +125.4% | -47.7% | +173.2% | +120.1% |
| 10Y | +366.5% | +130.4% | +236.2% | +248.0% |
| All | +54,688.5% | +463.1% | +54,225.3% | +21,595.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CLF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling